-27.8%
COIN vs SCHG
+84.3%
-112.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | -0.2% |
| 7D | -5.1% | -1.0% | -4.0% | -2.8% |
| 30D | +17.6% | -1.3% | +18.9% | +21.7% |
| 3M | +9.2% | +5.4% | +3.8% | -2.4% |
| 6M | -11.8% | +14.4% | -26.2% | -33.5% |
| YTD | -22.5% | +8.0% | -30.5% | -32.4% |
| 1Y | -45.9% | +12.7% | -58.6% | -56.4% |
| 3Y | +117.4% | +85.6% | +31.8% | -38.8% |
| All | -27.8% | +84.3% | -112.1% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling